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2. Caratheodory’s Extension
In the following, Ω is a set. Whenever a union of sets is denoted as
opposed to ∪, it indicates that the sets involved are pairwise disjoint.
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(We do not require the sets involved in the union to be pairwise dis-
joint). Using the fact that R is closed under finite union, show that
R ⊆ R, and conclude that R = R = R(S).
Definition 9 Let A ⊆ P(Ω) with ∅ ∈ A. We call measure on A,
any map μ : A → [0, +∞] with the following properties:
(i) μ(∅) = 0
+∞
+∞
(ii) A ∈ A, An ∈ A and A = An ⇒ μ(A) = μ(An )
n=1 n=1
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p
4. Show that μ(Akn ) = j=1 μ(Akn ∩ Bj )
5. Recall the definition of μ̄ of exercise (11) and show that it is a
measure on R(S).
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1. Explain why N
n=1 Bn ∈ Σ
N
2. Show that μ∗ (T ∩ (N
n=1 Bn )) = n=1 μ∗ (T ∩ Bn )
3. Show that μ∗ (T ∩ B c ) ≤ μ∗ (T ∩ (N c
n=1 Bn ) )
4. Show that μ∗ (T ∩ B c ) + +∞ ∗ ∗
n=1 μ (T ∩ Bn ) ≤ μ (T ), and:
+∞
5. μ∗ (T ) ≤ μ∗ (T ∩B c )+μ∗ (T ∩B) ≤ μ∗ (T ∩B c )+ n=1 μ∗ (T ∩Bn )
+∞
6. Show that B ∈ Σ and μ∗ (B) = n=1 μ∗ (Bn ).
7. Show that Σ is a σ-algebra on Ω, and μ∗|Σ is a measure on Σ.
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∗
μ (T ) = inf μ(An ) , (An ) is an R-cover of T
n=1
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Tutorial 2: Caratheodory’s Extension 14
+∞
5. Show that μ∗ (∪+∞
n=1 An ) ≤ + n=1 μ∗ (An )
6. Show that μ∗ is an outer-measure on Ω.
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